The novel Balakrishnan skew-normal distribution was introduced in 2008. The only known scheme for simulating from this distribution is based on acceptance/rejection sampling. Here, we introduce an alternative scheme that is more efficient. We also derive various stochastic representations for...

On the basis of some characteristics such as quantile function and skewness coefficient of th upper/lower record of a given absolutely continuous distribution, as well as a confidence interval for th upper/lower record statistic of a two-parameter Weibull model, a point estimator for shape...

The exact distribution of the ratio X/Y is derived when X and Y are gamma and Levy random variables distributed independently of each other. Extensive tabulations of the associated percentage points are also given.

The distribution of products of random variables arises explicitly in many areas of the sciences, engineering and medicine. This has increased the need to have available the widest possible range of statistical results on products of random variables. In this note, the distribution of the...

<Para ID="Par1">Motivated by a roundoff problem, we derive new expressions for cumulants of a random variable distributed uniformly on <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$0,1, \ldots , n-1$$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mrow> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo>,</mo> <mo>…</mo> <mo>,</mo> <mi>n</mi> <mo>-</mo> <mn>1</mn> </mrow> </math> </EquationSource> </InlineEquation>. Their computational efficiency over a known expression is discussed. Copyright Springer-Verlag Berlin Heidelberg 2015

The Iraq conflict is one of the most outrageous and unprovoked aggressions unleashed by the West. Here, we provide a statistical analysis of the number of civilians deaths resulting from the US-led invasion. For this purpose, we propose several new discrete distributions. The distributions are...

We give formulas for the conditional expectations of a product of multivariate Hermite polynomials with multivariate normal arguments. These results are extended to include conditional expectations of a product of linear combination of multivariate normals. A unified approach is given that...

Let be a sequence of d-dimensional stationary Gaussian vectors, and let denote the partial maxima of . Suppose that there are missing data in each component of and let denote the partial maxima of the observed variables. In this note, we study two kinds of asymptotic distributions of the random...

We consider the mixed AR(1) time series model when Xt has the two parameter beta distribution , p[set membership, variant](0,1],q1. Special attention is given to the case p=1 when the marginal distribution is approximated by the power law distribution closely connected with the two parameter...